-24.4%
JHX vs ILMN
-54.6%
+30.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | +1.6% | -3.9% | +5.4% | +2.6% |
| 30D | -5.0% | +6.9% | -11.9% | -6.7% |
| 3M | +24.5% | +28.1% | -3.6% | +16.2% |
| 6M | +34.9% | +65.0% | -30.0% | +17.9% |
| YTD | +39.3% | +56.3% | -17.0% | +22.5% |
| 1Y | +48.6% | +108.7% | -60.2% | +19.2% |
| 3Y | -2.0% | +33.1% | -35.1% | -14.2% |
| 5Y | -24.4% | -54.1% | +29.7% | -15.6% |
| All | -24.4% | -54.6% | +30.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling